Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 0.87% | 90.95 % | 91.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'831 GBP | 230'831 GBP | 100.00% | 100.00% |
12.07.2024 | 0.87% | 91.99 % | 92.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'390 GBP | 231'390 GBP | 100.00% | 100.00% |
11.07.2024 | 0.88% | 91.55 % | 92.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'322 GBP | 229'322 GBP | 100.00% | 100.00% |
10.07.2024 | 0.88% | 90.19 % | 90.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'869 GBP | 228'869 GBP | 100.00% | 100.00% |
09.07.2024 | 0.87% | 91.53 % | 92.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'877 GBP | 230'877 GBP | 100.00% | 100.00% |
08.07.2024 | 0.86% | 91.52 % | 92.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'236 GBP | 234'236 GBP | 99.57% | 99.57% |
05.07.2024 | 0.86% | 92.88 % | 93.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'355 GBP | 234'355 GBP | 100.00% | 100.00% |
04.07.2024 | 0.86% | 92.68 % | 93.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'782 GBP | 233'782 GBP | 100.00% | 100.00% |
03.07.2024 | 0.86% | 92.57 % | 93.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'239 GBP | 234'239 GBP | 99.86% | 99.86% |
02.07.2024 | 0.86% | 92.88 % | 93.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'589 GBP | 234'589 GBP | 100.00% | 100.00% |